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Mathematical Statistics

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Title: Mathematical Statistics
by Jun Shao
ISBN: 0-387-95382-5
Publisher: Springer Verlag
Pub. Date: 17 January, 2003
Format: Hardcover
Volumes: 1
List Price(USD): $89.95
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Average Customer Rating: 4 (6 reviews)

Customer Reviews

Rating: 5
Summary: Great book, not for kids
Comment: Don't waste your time: this is a rigorous book on mathematical statistics, done right, for mathematically mature readers.

If you want a plug and chug manual, buy something else. If you want precision and rigor, buy this.

Rating: 5
Summary: Worth the time reading
Comment: Very readible, precise and concise treatment of statistics. Requires mathematical maturity. Although it doesn't require a background in measure theory, some familiarity (or willingness to learn) would be really helpful (Ch. 1 provides an overview of measure-theoretic probability). I read the first half of it in a PhD level statics class. I found its approach refreshing after taking an engineering oriented senior level/grad statistics class. I still frequently consult it.

Rating: 1
Summary: Abstract Nonsense
Comment: This book is highly abstract and technical. Very little emphasis is placed on statistical thought or ideas. It is easy to get lost in this sea of analysis and mathematical trickery. The reader is left with the impression that the author is more interested in demonstrating his mathematical prowess and ability to pointlessly abstract concepts than teach. Consequently, this book is unsuitable for teaching--unless the reader has at least a MS level mathematics education and plans to do research in mathematical statistics. Even then, this book is, at best, a good reference.

For advanced textbooks in measure theoretic mathematical statistics, I highly recommend:

Theory of Point Estimation
Lehmann and Casella

Testing Statistical Hypotheses
Lehmann

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